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Properly cache pair dataframe in backtesting (without startup-range).

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This commit is contained in:
Matthias 2021-07-31 08:45:04 +02:00
parent 6abd352c0f
commit b1cbc75e93
1 changed files with 3 additions and 4 deletions
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7
freqtrade/optimize/backtesting.py
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@ -240,6 +240,9 @@ class Backtesting:
df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
# Update dataprovider cache
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
data[pair] = df_analyzed.values.tolist()
@ -434,10 +437,6 @@ class Backtesting:
trades: List[LocalTrade] = []
self.prepare_backtest(enable_protections)
# Update dataprovider cache
for pair, dataframe in processed.items():
self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
# Use dict of lists with data for performance
# (looping lists is a lot faster than pandas DataFrames)
data: Dict = self._get_ohlcv_as_lists(processed)